-46.6%
VG vs FFIV
+17.6%
-64.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.2% |
| 7D | +5.5% | -2.9% | +8.4% | +6.5% |
| 30D | -3.6% | -32.4% | +28.8% | +7.3% |
| 3M | -4.0% | -22.7% | +18.7% | +0.9% |
| 6M | +9.4% | -10.7% | +20.1% | +6.3% |
| YTD | +86.6% | +25.4% | +61.3% | +48.7% |
| 1Y | +69.5% | +34.2% | +35.3% | +29.0% |
| All | -46.6% | +17.6% | -64.2% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling